CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	1305-0	1275-0	-30-0	-2.3%	1435-0
High	1305-0	1283-0	-22-0	-1.7%	1445-0
Low	1235-0	1263-0	28-0	2.3%	1387-0
Close	1255-6	1272-0	16-2	1.3%	1398-0
Range	70-0	20-0	-50-0	-71.4%	58-0
ATR	42-6	41-5	-1-1	-2.6%	0-0
Volume	2,621	3,216	595	22.7%	12,040

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1332-5	1322-3	1283-0
R3	1312-5	1302-3	1277-4
R2	1292-5	1292-5	1275-5
R1	1282-3	1282-3	1273-7	1277-4
PP	1272-5	1272-5	1272-5	1270-2
S1	1262-3	1262-3	1270-1	1257-4
S2	1252-5	1252-5	1268-3
S3	1232-5	1242-3	1266-4
S4	1212-5	1222-3	1261-0

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1584-0	1549-0	1429-7
R3	1526-0	1491-0	1414-0
R2	1468-0	1468-0	1408-5
R1	1433-0	1433-0	1403-3	1421-4
PP	1410-0	1410-0	1410-0	1404-2
S1	1375-0	1375-0	1392-5	1363-4
S2	1352-0	1352-0	1387-3
S3	1294-0	1317-0	1382-0
S4	1236-0	1259-0	1366-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1436-0	1235-0	201-0	15.8%	41-6	3.3%	18%	False	False	3,203
10	1445-0	1235-0	210-0	16.5%	31-2	2.5%	18%	False	False	2,474
20	1640-0	1235-0	405-0	31.8%	36-4	2.9%	9%	False	False	1,979

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1368-0
2.618	1335-3
1.618	1315-3
1.000	1303-0
0.618	1295-3
HIGH	1283-0
0.618	1275-3
0.500	1273-0
0.382	1270-5
LOW	1263-0
0.618	1250-5
1.000	1243-0
1.618	1230-5
2.618	1210-5
4.250	1178-0

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	1273-0	1285-0
PP	1272-5	1280-5
S1	1272-3	1276-3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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